+473.8%
WELL vs BAX
-34.5%
+508.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +3.0% | +3.6% | -0.6% | +2.2% |
| 30D | +10.2% | +8.5% | +1.7% | +8.0% |
| 3M | +6.1% | -4.9% | +11.0% | +7.0% |
| 6M | +16.6% | +47.0% | -30.4% | +5.8% |
| YTD | +35.3% | +38.4% | -3.1% | +22.9% |
| 1Y | +31.5% | +49.1% | -17.7% | +17.0% |
| 3Y | +206.5% | -14.9% | +221.3% | +202.7% |
| 5Y | +222.0% | -63.1% | +285.1% | +315.6% |
| 10Y | +473.8% | -35.6% | +509.4% | +694.9% |
| All | +473.8% | -34.5% | +508.3% | +694.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling